Stability Analysis and Regularization of Uncertain Linear Multi-objective Integer Optimization Problems
Full Text: Stability analysis and regularization of uncertain linear multi objective integer optimization problems.pdf
This article presents a systematic approach to analysing linear integer multi-objective optimization problems with uncertainty in the input data. The goal of this approach is to provide decision makers with meaningful information to facilitate the selection of a solution that meets performance expectations and is robust to input parameter uncertainty. Standard regularization techniques often deal with global stability concepts. The concept presented here is based on local quasi-stability and includes a local regularization technique that may be used to increase the robustness of any given efficient solution or to transform efficient solutions that are not robust (i.e. unstable), into robust solutions. An application to a multi-objective problem drawn from the mining industry is also presented.
Citation
B. Seck, C. Caia, A. Dallagi, J. Forbes, R. Goebel, G. Anthieren, J. Kresta. "Stability Analysis and Regularization of Uncertain Linear Multi-objective Integer Optimization Problems". Engineering Optimization, 44(11), pp 1279-1302, March 2012.| Keywords: | stability analysis, post-optimality analysis, regularization, multi-objective optimization |
| Category: | In Journal |
| Web Links: | Taylor & Francis |
| DOI |
BibTeX
@article{Seck+al:12,
author = {B. Seck and C.G. Caia and A. Dallagi and J.F. Forbes and Randy
Goebel and G. Anthieren and J.V. Kresta},
title = {Stability Analysis and Regularization of Uncertain Linear
Multi-objective Integer Optimization Problems},
Volume = "44",
Number = "11",
Pages = {1279-1302},
journal = {Engineering Optimization},
year = 2012,
}Last Updated: February 13, 2020Submitted by Sabina P
